Data through close

VIRT max pain, gamma exposure (GEX) & options open interest

As of close · rank #2441 by open interest · snapshot page

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VIRT's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 42.79, net GEX is 271,966, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
58.79
prev 55.62
Gamma max
65.48
+11.4% from close
Delta neutral
51.06
-13.1% from close
Gamma neutral
42.79
-27.2% from close
Open interest
6,109
+2.6% vs prev
Contracts listed
89
60 calls · 49 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
50.00
-15.0% from close
2026-10-16
GEX flip
42.79
-27.2% from close
Net GEX
271,966
4,451,888 per 100k OI
Call wall
60.00
+2.1% from close
Put wall
60.00
+2.1% from close
Put/call OI
0.49
1,997 puts / 4,112 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
9.0
within trailing 52-week range
Front / back ATM IV
+39.0% / +42.1%
-3.1 pp front premium
Expected move
+7.6%
14 DTE · one standard deviation
ATM straddle / spot
+6.1%
front-window midpoint premium
25Δ risk reversal
0.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
375 contracts traded
Normalized net delta
0.272
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
360
volatility-sensitive delta
Charm / 100k OI
-748,519
time-decay-sensitive delta
IV surface range
60.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VIRT closed 11.4% below its gamma max of 65.48. It is 13.1% above the delta neutral price of 51.06. Total open interest is 6,109, +2.6% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← RAIL (#2440) TECS (#2442) →

Questions people ask about VIRT

Where is VIRT's gamma max today?

As of Oct 2, 2026, the gamma max for VIRT is 65.48, +11.4% from the 58.79 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is VIRT above or below its delta neutral price?

VIRT closed above delta neutral: 58.79 against a delta neutral price of 51.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VIRT have?

6,109 contracts of open interest across 89 listed contracts on Oct 2, 2026, +2.6% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.